This study addresses basic requirements for mathematical programming software, discusses considerations in designing these software, implementation issues facing in these types of applications development, and shows some examples of codes being developed in the course. This type of projects requires long and ever-changing evolutionary phases. The experience is therefore, valuaable in suggesting some useful hints which may be salvaged for similar projects as well as providing reusable codes. In particular, scanning and parsing the free-format inputs, symbol table management, mixed-language programming, and data structures dealing with large sparse matrices are indispensable to many management science software development. Extensions to be made are also discussed.